Blues take on West Ham at St Andrew's on Wednesday hoping to secure a Carling Cup final date with either Arsenal or Ipswich on February 27. Unfortunately, the warm-up did not quite go as planned.
In adopting a bold approach against Manchester United, McLeish was hoping to catch Sir Alex Ferguson's men off guard.
Instead, it was United who made the flying start, eventually condemning Blues to their biggest defeat of the season.
McLeish now faces the tricky task of trying to raise morale, although he does not feel it will be too much of a problem.
"To lose a goal to a set-piece in the first minute was criminal," he said after the drubbing at Old Trafford.
"We had a spell after that when we started to get in their final third, but to concede just before half-time was verging on the amateur.
"But, we have a bunch of players who will bounce back well.
"There is evidence they have that in their locker. People will say taking this drubbing will affect their confidence, but that is not the feeling I got from senior players in the dressing room.
"They were more angry than anything else."